easiest way to do this? (Amplifier Grid)
Edit: Robin Betts inspired me a simplification. You could do it with arrayed meshes:


Build your segment, move up the middle with the Proportional Editing option, duplicate and turn it upside down.





Give it 2 Array modifiers to duplicate the segments on the X and Y axis. Duplicate and rotate the whole thing 180°.





Keep a copy somewhere, rotate all 45° on the Z axis, apply the modifiers, join everything, delete the mesh so you only keep a square grid.





To finish, curve the edges with a Curve modifier.